I'm thinking about the two kind of strategies
a) mean reversion
b) trend following
for stocks and ETFs on the EOD or EOW timeframe. On the one hand for the mean reversion the edge is often small and disappears after costs. On the other hand trend following on the EOD and EOW timeframe leads to few trades and for the most systems it may be to little to get a statistical significant result.
How do you handle these obstacles?
a) mean reversion
b) trend following
for stocks and ETFs on the EOD or EOW timeframe. On the one hand for the mean reversion the edge is often small and disappears after costs. On the other hand trend following on the EOD and EOW timeframe leads to few trades and for the most systems it may be to little to get a statistical significant result.
How do you handle these obstacles?
0 commentaires:
Enregistrer un commentaire